+27.7%
ODFL vs NTR
+36.7%
-9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.0% |
| 7D | +3.5% | +4.3% | -0.8% | +3.5% |
| 30D | 0.0% | +2.6% | -2.6% | 0.0% |
| 3M | -18.1% | +8.5% | -26.6% | -17.8% |
| 6M | -6.4% | -3.3% | -3.0% | -6.4% |
| YTD | +14.9% | +19.6% | -4.7% | +8.5% |
| 1Y | +27.7% | +37.6% | -9.9% | +11.8% |
| All | +27.7% | +36.7% | -9.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling